My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓
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Updated
Jun 29, 2021 - TeX
My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓
Stock price prediction using a Temporal Fusion Transformer
Python package for Singular Spectrum Analysis
Machine Learning case study including an exploratory data analysis and fitting a Decision Tree, Random Forest, and XGBoost Model. Interactive notebook with outputs and visualizations: https://yaldan.github.io/ml_case_study/
A seminar paper on efficient correlation discovery in time-series streams, exploring global and local correlation detection methods.
Statistics projects using R.
A seminar paper on causal discovery from log data, focusing on time-series analysis and computational methods in causal inference.
Building a vector autoregressive model with R. My coursework for the course Time Series Analysis II (offered by University of Helsinki's Master's Programme in Mathematics and Statistics), spring 2020.
Testing the hyphotesis of cointegration of two term structures through Dickey-Fuller tests and Engle-Granger causality. Finally I exploit the VECM to infer the model and through the Cholesky decomposition I analyze SIRF and FEVD
Talk on Australian COVID-19-related disruptions in health services and data
Large-scale Dynamic Models of Complex Networks
Monitoring parallel file system usage in a high-performance computer cluster
R book created for the course Advanced Data Analysis 2
Exploration of environmental variables and death over time
source code for evaluating restoration projects in Tampa Bay
Talk on Newey-West estimator for ITS
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